Moderate Deviations for Diffusions with Brownian Potentials
Moderate Deviations for Diffusions with Brownian Potentials
About this item
Full title
Author / Creator
Hu, Yueyun and Shi, Zhan
Publisher
Hayward, CA: Institute of Mathematical Statistics
Journal title
Language
English
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Publication information
Publisher
Hayward, CA: Institute of Mathematical Statistics
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Scope and Contents
Contents
We present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine tools in stochastic calculus, including Kotani's lemma and Lamperti's representation for exponential functionals. In particular, our result for quenched moderate deviatio...
Alternative Titles
Full title
Moderate Deviations for Diffusions with Brownian Potentials
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aop_1107883351
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aop_1107883351
Other Identifiers
ISSN
0091-1798
E-ISSN
2168-894X
DOI
10.1214/009117904000000829
